Reserve-dependent surrender rates
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Standard
Reserve-dependent surrender rates. / Gad, Kamille Sofie Tagholt; Juhl, Jeppe; Steffensen, Mogens.
I: European Actuarial Journal, Bind 5, Nr. 2, 12.2015, s. 283-308.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Gad, KST, Juhl, J & Steffensen, M 2015, 'Reserve-dependent surrender rates', European Actuarial Journal, bind 5, nr. 2, s. 283-308. https://doi.org/10.1007/s13385-015-0111-x
APA
Gad, K. S. T., Juhl, J., & Steffensen, M. (2015). Reserve-dependent surrender rates. European Actuarial Journal, 5(2), 283-308. https://doi.org/10.1007/s13385-015-0111-x
Vancouver
Gad KST, Juhl J, Steffensen M. Reserve-dependent surrender rates. European Actuarial Journal. 2015 dec.;5(2):283-308. https://doi.org/10.1007/s13385-015-0111-x
Author
Bibtex
@article{c3d657efe3ba4a87ab116782670fcea3,
title = "Reserve-dependent surrender rates",
keywords = "Behavioural option, Ordinary differential equation, Penalty method, Optimal stopping, Solvency II",
author = "Gad, {Kamille Sofie Tagholt} and Jeppe Juhl and Mogens Steffensen",
year = "2015",
month = dec,
doi = "10.1007/s13385-015-0111-x",
language = "English",
volume = "5",
pages = "283--308",
journal = "European Actuarial Journal",
issn = "2190-9733",
publisher = "Springer",
number = "2",
}
RIS
TY - JOUR
T1 - Reserve-dependent surrender rates
AU - Gad, Kamille Sofie Tagholt
AU - Juhl, Jeppe
AU - Steffensen, Mogens
PY - 2015/12
Y1 - 2015/12
KW - Behavioural option
KW - Ordinary differential equation
KW - Penalty method
KW - Optimal stopping
KW - Solvency II
U2 - 10.1007/s13385-015-0111-x
DO - 10.1007/s13385-015-0111-x
M3 - Journal article
VL - 5
SP - 283
EP - 308
JO - European Actuarial Journal
JF - European Actuarial Journal
SN - 2190-9733
IS - 2
ER -
ID: 161583456